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Stochastische Integralrechnung und Zeitreihenmodellierung haben in den letzten Jahren groe Bedeutung in der Wirtschaftswissenschaft erlangt. Zum einen spielen sie eine entscheidende Rolle bei der Modellierung von Finanzmarkten (Losen stochastischer Differentialgleichungen), zum anderen basiert fast die gesamte statistische Inferenz instationarer Zeitreihen darauf (Kointegration). Der Leser erhalt hier eine Einfuhrung mit Hinblick auf beide Gebiete und lernt so die modernen Methoden der mathematischen Finanzierungstheorie sowie der Zeitreihenokonometrie kennen.

Die Einfuhrung ist...

A hippy "Sell Up and Sail," this entertaining and inspiring book is more than just a cruising narrative it is an instructive account showing how anyone can circumnavigate (or even sail for an extended period) without huge funds. Lars Hassler originally set off intending to sail for three years, but by judiciously using his funds, and topping them up by taking charter guests on cruises, he sailed around the world for ten years. Woven into the book is advice on costs, distances, timing, power needs, food and medication in other words, the practicalities that everyone who sails needs to know...

A complete theory of integration as it appears in geometric and physical problems must include integration over oriented r-dimensional domains in n-space; both the integrand and the domain may be variable. This is the primary subject matter of the present book, designed to bring out the underlying geometric and analytic ideas and to give clear and complete proofs of the basic theorems.

Originally published in 1957.

The Princeton Legacy Library uses the latest print-on-demand technology to again make available previously out-of-print books from the distinguished backlist...

Contemporary international aid consists of a wide range of various support programs, where the end-result in many cases not only reflects the needs of the recipient country, but also the interests of the donor country. In Science and Politics of Foreign Aid - Swedish Environmental Support to the Baltic States it is shown that this particular support has been directed primarily towards areas of joint concern, such as air pollution and effluents to the Baltic Sea. Environmental problems with primarily local effects have, to a large extent, been neglected in the Swedish...

This textbook gives a comprehensive introduction to stochastic processes and calculus in the fields of finance and economics, more specifically mathematical finance and time series econometrics. Over the past decades stochastic calculus and processes have gained great importance, because they play a decisive role in the modeling of financial markets and as a basis for modern time series econometrics. Mathematical theory is applied to solve stochastic differential equations and to derive limiting results for statistical inference on nonstationary processes.

This introduction is...